Skip to content

Instantly share code, notes, and snippets.

@timelyportfolio

timelyportfolio/index.html

Last active November 24, 2016 22:13
Show Gist options
  • Star 1 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save timelyportfolio/5342818 to your computer and use it in GitHub Desktop.
Save timelyportfolio/5342818 to your computer and use it in GitHub Desktop.
Download ZIP
simple example using vega, d3, and jstat
Raw
readme.md

Simple Test of How We Can Use

vega, d3, and jstat

Nothing revolutionary but maybe this will help some discover the key to unlock the vega structure. We primarily use the scatter.json spec from the vega package, but instead of populating the data with a json file, we use a jstat generated normal distribution.

Raw
index.html
<html>
<head>
<title>Vega Test Interact with jstat</title>
<link rel="stylesheet" href="http://trifacta.github.io/vega/css/vega.css"/>
<script src="http://d3js.org/d3.v3.min.js"></script>
<script src="http://trifacta.github.io/vega/vega.js"></script>
<script src="jstat-1.0.0.js"></script>
<style>
* { font-family: Helvetica Neue, Helvetica, Arial, sans-serif; }
body { width: 450px; line-height: 16pt; }
</style>
</head>
<body>
<p><strong>Vega Test Interact with jstat</strong></p>
<div id="view" class="view"></div>
<p>This example combines some of the examples included in the vega.js package
to do a scatter plot of a normal distribution provided by jstat.</p>
</body>
<script type="text/javascript">
var spec = {
"width": 400,
"height": 200,
"padding": {"top": 10, "left": 30, "bottom": 30, "right": 10},
"data": [{"name" : "points"}],
"scales": [
{
"name": "x",
"nice": true,
"range": "width",
"domain": {"data": "points", "field": "data.x"}
},
{
"name": "y",
"nice": true,
"range": "height",
"domain": {"data": "points", "field": "data.y"}
}
],
"axes": [
{"type": "x", "scale": "x"},
{"type": "y", "scale": "y"}
],
"marks": [
{
"type": "symbol",
"from": {"data": "points"},
"properties": {
"enter": {
"x": {"scale": "x", "field": "data.x"},
"y": {"scale": "y", "field": "data.y"},
"stroke": {"value": "steelblue"},
"fillOpacity": {"value": 0.5}
},
"update": {
"fill": {"value": "transparent"},
"size": {"value": 100}
},
"hover": {
"fill": {"value": "pink"},
"size": {"value": 300}
}
}
}
]
};
//got the next two lines directly from the example on the jstat homepage
var x = jstat.seq(-5,5,100),
y = jstat.dnorm(x,0.0,1.0);
//in the spec we set up an empty data holder "data": [{"name" : "points"}]
//we will combine the x, y set above by jstat into an object of an array called points of {x,y} objects
var data = { "points" : [] };
x.forEach(function(d,i){data.points.push({"x":x[i],"y":y[i]});});
vg.parse.spec(spec, function(chart) {
var view = chart({el:"#view", data:data}) //here is where we populate the empty spec data holder with our calculated data
.update();
});
</script>
</html>
Raw
jstat-1.0.0.js
function jstat(){}
j = jstat;
/* Simple JavaScript Inheritance
* By John Resig http://ejohn.org/
* MIT Licensed.
*/
// Inspired by base2 and Prototype
(function(){
var initializing = false, fnTest = /xyz/.test(function(){
xyz;
}) ? /\b_super\b/ : /.*/;
// The base Class implementation (does nothing)
this.Class = function(){};
// Create a new Class that inherits from this class
Class.extend = function(prop) {
var _super = this.prototype;
// Instantiate a base class (but only create the instance,
// don't run the init constructor)
initializing = true;
var prototype = new this();
initializing = false;
// Copy the properties over onto the new prototype
for (var name in prop) {
// Check if we're overwriting an existing function
prototype[name] = typeof prop[name] == "function" &&
typeof _super[name] == "function" && fnTest.test(prop[name]) ?
(function(name, fn){
return function() {
var tmp = this._super;
// Add a new ._super() method that is the same method
// but on the super-class
this._super = _super[name];
// The method only need to be bound temporarily, so we
// remove it when we're done executing
var ret = fn.apply(this, arguments);
this._super = tmp;
return ret;
};
})(name, prop[name]) :
prop[name];
}
// The dummy class constructor
function Class() {
// All construction is actually done in the init method
if ( !initializing && this.init )
this.init.apply(this, arguments);
}
// Populate our constructed prototype object
Class.prototype = prototype;
// Enforce the constructor to be what we expect
Class.constructor = Class;
// And make this class extendable
Class.extend = arguments.callee;
return Class;
};
})();
/******************************************************************************/
/* Constants */
/******************************************************************************/
jstat.ONE_SQRT_2PI = 0.3989422804014327;
jstat.LN_SQRT_2PI = 0.9189385332046727417803297;
jstat.LN_SQRT_PId2 = 0.225791352644727432363097614947;
jstat.DBL_MIN = 2.22507e-308;
jstat.DBL_EPSILON = 2.220446049250313e-16;
jstat.SQRT_32 = 5.656854249492380195206754896838;
jstat.TWO_PI = 6.283185307179586;
jstat.DBL_MIN_EXP = -999;
jstat.SQRT_2dPI = 0.79788456080287;
jstat.LN_SQRT_PI = 0.5723649429247;
/******************************************************************************/
/* jstat Functions */
/******************************************************************************/
jstat.seq = function(min, max, length) {
var r = new Range(min, max, length);
return r.getPoints();
}
jstat.dnorm = function(x, mean, sd, log) {
if(mean == null) mean = 0;
if(sd == null) sd = 1;
if(log == null) log = false;
var n = new NormalDistribution(mean, sd);
if(!isNaN(x)) {
// is a number
return n._pdf(x, log);
} else if(x.length) {
var res = [];
for(var i = 0; i < x.length; i++) {
res.push(n._pdf(x[i], log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.pnorm = function(q, mean, sd, lower_tail, log) {
if(mean == null) mean = 0;
if(sd == null) sd = 1;
if(lower_tail == null) lower_tail = true;
if(log == null) log = false;
var n = new NormalDistribution(mean, sd);
if(!isNaN(q)) {
// is a number
return n._cdf(q, lower_tail, log);
} else if(q.length) {
var res = [];
for(var i = 0; i < q.length; i++) {
res.push(n._cdf(q[i], lower_tail, log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.dlnorm = function(x, meanlog, sdlog, log) {
if(meanlog == null) meanlog = 0;
if(sdlog == null) sdlog = 1;
if(log == null) log = false;
var n = new LogNormalDistribution(meanlog, sdlog);
if(!isNaN(x)) {
// is a number
return n._pdf(x, log);
} else if(x.length) {
var res = [];
for(var i = 0; i < x.length; i++) {
res.push(n._pdf(x[i], log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.plnorm = function(q, meanlog, sdlog, lower_tail, log) {
if(meanlog == null) meanlog = 0;
if(sdlog == null) sdlog = 1;
if(lower_tail == null) lower_tail = true;
if(log == null) log = false;
var n = new LogNormalDistribution(meanlog, sdlog);
if(!isNaN(q)) {
// is a number
return n._cdf(q, lower_tail, log);
}
else if(q.length) {
var res = [];
for(var i = 0; i < q.length; i++) {
res.push(n._cdf(q[i], lower_tail, log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.dbeta = function(x, alpha, beta, ncp, log) {
if(ncp == null) ncp = 0;
if(log == null) log = false;
var b = new BetaDistribution(alpha, beta);
if(!isNaN(x)) {
// is a number
return b._pdf(x, log);
}
else if(x.length) {
var res = [];
for(var i = 0; i < x.length; i++) {
res.push(b._pdf(x[i], log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.pbeta = function(q, alpha, beta, ncp, lower_tail, log) {
if(ncp == null) ncp = 0;
if(log == null) log = false;
if(lower_tail == null) lower_tail = true;
var b = new BetaDistribution(alpha, beta);
if(!isNaN(q)) {
// is a number
return b._cdf(q, lower_tail, log);
} else if(q.length) {
var res = [];
for(var i = 0; i < q.length; i++) {
res.push(b._cdf(q[i], lower_tail, log));
}
return res;
}
else {
throw "Illegal argument: x";
}
}
jstat.dgamma = function(x, shape, rate, scale, log) {
if(rate == null) rate = 1;
if(scale == null) scale = 1/rate;
if(log == null) log = false;
var g = new GammaDistribution(shape, scale);
if(!isNaN(x)) {
// is a number
return g._pdf(x, log);
} else if(x.length) {
var res = [];
for(var i = 0; i < x.length; i++) {
res.push(g._pdf(x[i], log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.pgamma = function(q, shape, rate, scale, lower_tail, log) {
if(rate == null) rate = 1;
if(scale == null) scale = 1/rate;
if(lower_tail == null) lower_tail = true;
if(log == null) log = false;
var g = new GammaDistribution(shape, scale);
if(!isNaN(q)) {
// is a number
return g._cdf(q, lower_tail, log);
} else if(q.length) {
var res = [];
for(var i = 0; i < q.length; i++) {
res.push(g._cdf(q[i], lower_tail, log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.dt = function(x, df, ncp, log) {
if(log == null) log = false;
var t = new StudentTDistribution(df, ncp);
if(!isNaN(x)) {
// is a number
return t._pdf(x, log);
} else if(x.length) {
var res = [];
for(var i = 0; i < x.length; i++) {
res.push(t._pdf(x[i], log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.pt = function(q, df, ncp, lower_tail, log) {
if(lower_tail == null) lower_tail = true;
if(log == null) log = false;
var t = new StudentTDistribution(df, ncp);
if(!isNaN(q)) {
// is a number
return t._cdf(q, lower_tail, log);
} else if(q.length) {
var res = [];
for(var i = 0; i < q.length; i++) {
res.push(t._cdf(q[i], lower_tail, log));
}
return res;
} else {
throw "Illegal argument: x";
}
}
jstat.plot = function(x, y, options) {
if(x == null) {
throw "x is undefined in jstat.plot";
}
if(y == null) {
throw "y is undefined in jstat.plot";
}
if(x.length != y.length) {
throw "x and y lengths differ in jstat.plot";
}
var flotOpt = {
series: {
lines: {
},
points: {
}
}
};
// combine x & y
var series = [];
if(x.length == undefined) {
// single point
series.push([x, y]);
flotOpt.series.points.show = true;
} else {
// array
for(var i = 0; i < x.length; i++) {
series.push([x[i], y[i]]);
}
}
var title = 'jstat graph';
// configure Flot options
if(options != null) {
// options = JSON.parse(String(options));
if(options.type != null) {
if(options.type == 'l') {
flotOpt.series.lines.show = true;
} else if (options.type == 'p') {
flotOpt.series.lines.show = false;
flotOpt.series.points.show = true;
}
}
if(options.hover != null) {
flotOpt.grid = {
hoverable: options.hover
}
}
if(options.main != null) {
title = options.main;
}
}
var now = new Date();
var hash = now.getMilliseconds() * now.getMinutes() + now.getSeconds();
$('body').append('<div title="' + title + '" style="display: none;" id="'+ hash +'"><div id="graph-' + hash + '" style="width:95%; height: 95%"></div></div>');
$('#' + hash).dialog({
modal: false,
width: 475,
height: 475,
resizable: true,
resize: function() {
$.plot($('#graph-' + hash), [series], flotOpt);
},
open: function(event, ui) {
var id = '#graph-' + hash;
$.plot($('#graph-' + hash), [series], flotOpt);
}
})
}
/******************************************************************************/
/* Special Functions */
/******************************************************************************/
jstat.log10 = function(arg) {
return Math.log(arg) / Math.LN10;
}
/*
*
*/
jstat.toSigFig = function(num, n) {
if(num == 0) {
return 0;
}
var d = Math.ceil(jstat.log10(num < 0 ? -num: num));
var power = n - parseInt(d);
var magnitude = Math.pow(10,power);
var shifted = Math.round(num*magnitude);
return shifted/magnitude;
}
jstat.trunc = function(x) {
return (x > 0) ? Math.floor(x) : Math.ceil(x);
}
/**
* Tests whether x is a finite number
*/
jstat.isFinite = function(x) {
return (!isNaN(x) && (x != Number.POSITIVE_INFINITY) && (x != Number.NEGATIVE_INFINITY));
}
/**
* dopois_raw() computes the Poisson probability lb^x exp(-lb) / x!.
* This does not check that x is an integer, since dgamma() may
* call this with a fractional x argument. Any necessary argument
* checks should be done in the calling function.
*/
jstat.dopois_raw = function(x, lambda, give_log) {
/* x >= 0 ; integer for dpois(), but not e.g. for pgamma()!
lambda >= 0
*/
if (lambda == 0) {
if(x == 0) {
return(give_log) ? 0.0 : 1.0; //R_D__1
}
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0
}
if (!jstat.isFinite(lambda)) return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; //R_D__0;
if (x < 0) return(give_log) ? Number.NEGATIVE_INFINITY : 0.0; //R_D__0
if (x <= lambda * jstat.DBL_MIN) {
return (give_log) ? -lambda : Math.exp(-lambda); // R_D_exp(-lambda)
}
if (lambda < x * jstat.DBL_MIN) {
var param = -lambda + x*Math.log(lambda) -jstat.lgamma(x+1);
return (give_log) ? param : Math.exp(param); // R_D_exp(-lambda + x*log(lambda) -lgammafn(x+1))
}
var param1 = jstat.TWO_PI * x; // f
var param2 = -jstat.stirlerr(x)-jstat.bd0(x,lambda); // x
return (give_log) ? -0.5*Math.log(param1)+param2 : Math.exp(param2)/Math.sqrt(param1); // R_D_fexp(M_2PI*x, -stirlerr(x)-bd0(x,lambda))
//return(R_D_fexp( , -stirlerr(x)-bd0(x,lambda) ));
}
/** Evaluates the "deviance part"
* bd0(x,M) := M * D0(x/M) = M*[ x/M * log(x/M) + 1 - (x/M) ] =
* = x * log(x/M) + M - x
* where M = E[X] = n*p (or = lambda), for x, M > 0
*
* in a manner that should be stable (with small relative error)
* for all x and M=np. In particular for x/np close to 1, direct
* evaluation fails, and evaluation is based on the Taylor series
* of log((1+v)/(1-v)) with v = (x-np)/(x+np).
*/
jstat.bd0 = function(x, np) {
var ej, s, s1, v, j;
if(!jstat.isFinite(x) || !jstat.isFinite(np) || np == 0.0) throw "illegal parameter in jstat.bd0";
if(Math.abs(x-np) > 0.1*(x+np)) {
v = (x-np)/(x+np);
s = (x-np)*v;/* s using v -- change by MM */
ej = 2*x*v;
v = v*v;
for (j=1; ; j++) { /* Taylor series */
ej *= v;
s1 = s+ej/((j<<1)+1);
if (s1==s) /* last term was effectively 0 */
return(s1);
s = s1;
}
}
/* else: | x - np | is not too small */
return(x*Math.log(x/np)+np-x);
}
/** Computes the log of the error term in Stirling's formula.
* For n > 15, uses the series 1/12n - 1/360n^3 + ...
* For n <=15, integers or half-integers, uses stored values.
* For other n < 15, uses lgamma directly (don't use this to
* write lgamma!)
*/
jstat.stirlerr= function(n) {
var S0 = 0.083333333333333333333;
var S1 = 0.00277777777777777777778;
var S2 = 0.00079365079365079365079365;
var S3 = 0.000595238095238095238095238;
var S4 = 0.0008417508417508417508417508;
var sferr_halves = [
0.0, /* n=0 - wrong, place holder only */
0.1534264097200273452913848, /* 0.5 */
0.0810614667953272582196702, /* 1.0 */
0.0548141210519176538961390, /* 1.5 */
0.0413406959554092940938221, /* 2.0 */
0.03316287351993628748511048, /* 2.5 */
0.02767792568499833914878929, /* 3.0 */
0.02374616365629749597132920, /* 3.5 */
0.02079067210376509311152277, /* 4.0 */
0.01848845053267318523077934, /* 4.5 */
0.01664469118982119216319487, /* 5.0 */
0.01513497322191737887351255, /* 5.5 */
0.01387612882307074799874573, /* 6.0 */
0.01281046524292022692424986, /* 6.5 */
0.01189670994589177009505572, /* 7.0 */
0.01110455975820691732662991, /* 7.5 */
0.010411265261972096497478567, /* 8.0 */
0.009799416126158803298389475, /* 8.5 */
0.009255462182712732917728637, /* 9.0 */
0.008768700134139385462952823, /* 9.5 */
0.008330563433362871256469318, /* 10.0 */
0.007934114564314020547248100, /* 10.5 */
0.007573675487951840794972024, /* 11.0 */
0.007244554301320383179543912, /* 11.5 */
0.006942840107209529865664152, /* 12.0 */
0.006665247032707682442354394, /* 12.5 */
0.006408994188004207068439631, /* 13.0 */
0.006171712263039457647532867, /* 13.5 */
0.005951370112758847735624416, /* 14.0 */
0.005746216513010115682023589, /* 14.5 */
0.005554733551962801371038690 /* 15.0 */
];
var nn;
if (n <= 15.0) {
nn = n + n;
if (nn == parseInt(nn)) return(sferr_halves[parseInt(nn)]);
return(jstat.lgamma(n + 1.0) - (n + 0.5)*Math.log(n) + n - jstat.LN_SQRT_2PI);
}
nn = n*n;
if (n>500) return((S0-S1/nn)/n);
if (n> 80) return((S0-(S1-S2/nn)/nn)/n);
if (n> 35) return((S0-(S1-(S2-S3/nn)/nn)/nn)/n);
/* 15 < n <= 35 : */
return((S0-(S1-(S2-(S3-S4/nn)/nn)/nn)/nn)/n);
}
/** The function lgamma computes log|gamma(x)|. The function
* lgammafn_sign in addition assigns the sign of the gamma function
* to the address in the second argument if this is not null.
*/
jstat.lgamma = function(x) {
function lgammafn_sign(x, sgn) {
var ans, y, sinpiy;
var xmax = 2.5327372760800758e+305;
var dxrel = 1.490116119384765696e-8;
// if (xmax == 0) {/* initialize machine dependent constants _ONCE_ */
// xmax = jstat.DBL_MAX/Math.log(jstat.DBL_MAX);/* = 2.533 e305 for IEEE double */
// dxrel = Math.sqrt(jstat.DBL_EPSILON);/* sqrt(Eps) ~ 1.49 e-8 for IEEE double */
// }
/* For IEEE double precision DBL_EPSILON = 2^-52 = 2.220446049250313e-16 :
xmax = DBL_MAX / log(DBL_MAX) = 2^1024 / (1024 * log(2)) = 2^1014 / log(2)
dxrel = sqrt(DBL_EPSILON) = 2^-26 = 5^26 * 1e-26 (is *exact* below !)
*/
if (sgn != null) sgn = 1;
if(isNaN(x)) return x;
if (x < 0 && (Math.floor(-x) % 2.0) == 0)
if (sgn != null) sgn = -1;
if (x <= 0 && x == jstat.trunc(x)) { /* Negative integer argument */
console.warn("Negative integer argument in lgammafn_sign");
return Number.POSITIVE_INFINITY;/* +Inf, since lgamma(x) = log|gamma(x)| */
}
y = Math.abs(x);
if(y <= 10) return Math.log(Math.abs(jstat.gamma(x))); // TODO: implement jstat.gamma
if(y > xmax) {
console.warn("Illegal arguement passed to lgammafn_sign");
return Number.POSITIVE_INFINITY;
}
if(x > 0) {
if(x > 1e17) {
return (x*(Math.log(x)-1.0));
} else if(x > 4934720.0) {
return (jstat.LN_SQRT_2PI + (x-0.5) * Math.log(x) - x);
} else {
return jstat.LN_SQRT_2PI + (x-0.5) * Math.log(x) - x + jstat.lgammacor(x); // TODO: implement lgammacor
}
}
sinpiy = Math.abs(Math.sin(Math.PI * y));
if(sinpiy == 0) {
throw "Should never happen!!";
}
ans = jstat.LN_SQRT_PId2 + (x - 0.5) * Math.log(y) - x - Math.log(sinpiy) - jstat.lgammacor(y);
if(Math.abs((x-jstat.trunc(x-0.5))* ans / x) < dxrel) {
throw "The answer is less than half the precision argument too close to a negative integer";
}
return ans;
}
return lgammafn_sign(x, null);
}
jstat.gamma = function(x) {
var xbig = 171.624;
var p = [
-1.71618513886549492533811,
24.7656508055759199108314,-379.804256470945635097577,
629.331155312818442661052,866.966202790413211295064,
-31451.2729688483675254357,-36144.4134186911729807069,
66456.1438202405440627855
];
var q = [
-30.8402300119738975254353,
315.350626979604161529144,-1015.15636749021914166146,
-3107.77167157231109440444,22538.1184209801510330112,
4755.84627752788110767815,-134659.959864969306392456,
-115132.259675553483497211
];
var c = [
-.001910444077728,8.4171387781295e-4,
-5.952379913043012e-4,7.93650793500350248e-4,
-.002777777777777681622553,.08333333333333333331554247,
.0057083835261
];
var i,n,parity,fact,xden,xnum,y,z,yi,res,sum,ysq;
parity = (0);
fact = 1.0;
n = 0;
y=x;
if(y <= 0.0) {
/* -------------------------------------------------------------
Argument is negative
------------------------------------------------------------- */
y = -x;
yi = jstat.trunc(y);
res = y - yi;
if (res != 0.0) {
if (yi != jstat.trunc(yi * 0.5) * 2.0)
parity = (1);
fact = -Math.PI / Math.sin(Math.PI * res);
y += 1.0;
} else {
return(Number.POSITIVE_INFINITY);
}
}
/* -----------------------------------------------------------------
Argument is positive
-----------------------------------------------------------------*/
if (y < jstat.DBL_EPSILON) {
/* --------------------------------------------------------------
Argument < EPS
-------------------------------------------------------------- */
if (y >= jstat.DBL_MIN) {
res = 1.0 / y;
} else {
return(Number.POSITIVE_INFINITY);
}
} else if (y < 12.0) {
yi = y;
if (y < 1.0) {
/* ---------------------------------------------------------
EPS < argument < 1
--------------------------------------------------------- */
z = y;
y += 1.0;
} else {
/* -----------------------------------------------------------
1 <= argument < 12, reduce argument if necessary
----------------------------------------------------------- */
n = parseInt(y) - 1;
y -= parseFloat(n);
z = y - 1.0;
}
/* ---------------------------------------------------------
Evaluate approximation for 1. < argument < 2.
---------------------------------------------------------*/
xnum = 0.0;
xden = 1.0;
for (i = 0; i < 8; ++i) {
xnum = (xnum + p[i]) * z;
xden = xden * z + q[i];
}
res = xnum / xden + 1.0;
if (yi < y) {
/* --------------------------------------------------------
Adjust result for case 0. < argument < 1.
-------------------------------------------------------- */
res /= yi;
} else if (yi > y) {
/* ----------------------------------------------------------
Adjust result for case 2. < argument < 12.
---------------------------------------------------------- */
for (i = 0; i < n; ++i) {
res *= y;
y += 1.0;
}
}
} else {
/* -------------------------------------------------------------
Evaluate for argument >= 12.,
------------------------------------------------------------- */
if (y <= xbig) {
ysq = y * y;
sum = c[6];
for (i = 0; i < 6; ++i) {
sum = sum / ysq + c[i];
}
sum = sum / y - y + jstat.LN_SQRT_2PI;
sum += (y - 0.5) * Math.log(y);
res = Math.exp(sum);
} else {
return(Number.POSITIVE_INFINITY);
}
}
/* ----------------------------------------------------------------------
Final adjustments and return
----------------------------------------------------------------------*/
if (parity)
res = -res;
if (fact != 1.0)
res = fact / res;
return res;
}
/** Compute the log gamma correction factor for x >= 10 so that
*
* log(gamma(x)) = .5*log(2*pi) + (x-.5)*log(x) -x + lgammacor(x)
*
* [ lgammacor(x) is called Del(x) in other contexts (e.g. dcdflib)]
*/
jstat.lgammacor = function(x) {
var algmcs = [
+.1666389480451863247205729650822e+0,
-.1384948176067563840732986059135e-4,
+.9810825646924729426157171547487e-8,
-.1809129475572494194263306266719e-10,
+.6221098041892605227126015543416e-13,
-.3399615005417721944303330599666e-15,
+.2683181998482698748957538846666e-17,
-.2868042435334643284144622399999e-19,
+.3962837061046434803679306666666e-21,
-.6831888753985766870111999999999e-23,
+.1429227355942498147573333333333e-24,
-.3547598158101070547199999999999e-26,
+.1025680058010470912000000000000e-27,
-.3401102254316748799999999999999e-29,
+.1276642195630062933333333333333e-30
];
var tmp;
var nalgm = 5;
var xbig = 94906265.62425156;
var xmax = 3.745194030963158e306;
if(x < 10) {
return Number.NaN;
} else if (x >= xmax) {
throw "Underflow error in lgammacor";
} else if (x < xbig) {
tmp = 10 / x;
return jstat.chebyshev(tmp*tmp*2-1,algmcs,nalgm) / x;
}
return 1 / (x*12);
}
/*
* Incomplete Beta function
*/
jstat.incompleteBeta = function(a, b, x) {
/*
* Used by incompleteBeta: Evaluates continued fraction for incomplete
* beta function by modified Lentz's method.
*/
function betacf(a, b, x) {
var MAXIT = 100;
var EPS = 3.0e-12;
var FPMIN = 1.0e-30;
var m,m2,aa,c,d,del,h,qab,qam,qap;
qab=a+b;
qap=a+1.0;
qam=a-1.0;
c=1.0;
d=1.0-qab*x/qap;
if(Math.abs(d) < FPMIN) {
d=FPMIN;
}
d = 1.0/d;
h=d;
for(m = 1; m <= MAXIT; m++) {
m2=2*m;
aa=m*(b-m)*x/((qam+m2)*(a+m2));
d=1.0+aa*d;
if(Math.abs(d) < FPMIN) {
d = FPMIN;
}
c=1.0+aa/c;
if(Math.abs(c) < FPMIN) {
c = FPMIN;
}
d=1.0/d;
h *= d*c;
aa = -(a+m)*(qab+m)*x/((a+m2) * (qap+m2));
d=1.0+aa*d;
if(Math.abs(d) < FPMIN) {
d = FPMIN;
}
c=1.0+aa/c;
if(Math.abs(c) < FPMIN) {
c=FPMIN;
}
d=1.0/d;
del=d*c;
h *= del;
if(Math.abs(del-1.0) < EPS) {
// are we done?
break;
}
}
if(m > MAXIT) {
console.warn("a or b too big, or MAXIT too small in betacf: " + a + ", " + b + ", " + x + ", " + h);
return h;
}
if(isNaN(h)) {
console.warn(a + ", " + b + ", " + x);
}
return h;
}
var bt;
if(x < 0.0 || x > 1.0) {
throw "bad x in routine incompleteBeta";
}
if(x == 0.0 || x == 1.0) {
bt = 0.0;
} else {
bt = Math.exp(jstat.lgamma(a+b) - jstat.lgamma(a) - jstat.lgamma(b) + a * Math.log(x)+ b * Math.log(1.0-x));
}
if(x < (a + 1.0)/(a+b+2.0)) {
return bt * betacf(a,b,x)/a;
} else {
return 1.0-bt*betacf(b,a,1.0-x)/b;
}
}
/** Evaluates the n-term Chebyshev series
* "a" at "x".
*/
jstat.chebyshev = function(x, a, n) {
var b0, b1, b2, twox;
var i;
if (n < 1 || n > 1000) return Number.NaN;
if (x < -1.1 || x > 1.1) return Number.NaN;
twox = x * 2;
b2 = b1 = 0;
b0 = 0;
for (i = 1; i <= n; i++) {
b2 = b1;
b1 = b0;
b0 = twox * b1 - b2 + a[n - i];
}
return (b0 - b2) * 0.5;
}
jstat.fmin2 = function(x, y) {
return (x < y) ? x : y;
}
jstat.log1p = function(x) {
// http://kevin.vanzonneveld.net
// + original by: Brett Zamir (http://brett-zamir.me)
// % note 1: Precision 'n' can be adjusted as desired
// * example 1: log1p(1e-15);
// * returns 1: 9.999999999999995e-16
var ret = 0,
n = 50; // degree of precision
if (x <= -1) {
return Number.NEGATIVE_INFINITY; // JavaScript style would be to return Number.NEGATIVE_INFINITY
}
if (x < 0 || x > 1) {
return Math.log(1 + x);
}
for (var i = 1; i < n; i++) {
if ((i % 2) === 0) {
ret -= Math.pow(x, i) / i;
} else {
ret += Math.pow(x, i) / i;
}
}
return ret;
}
jstat.expm1 = function(x) {
var y, a = Math.abs(x);
if(a < jstat.DBL_EPSILON) return x;
if(a > 0.697) return Math.exp(x) - 1; /* negligable cancellation */
if(a > 1e-8) {
y = Math.exp(x) - 1;
} else {
y = (x / 2 + 1) * x;
}
/* Newton step for solving log(1 + y) = x for y : */
/* WARNING: does not work for y ~ -1: bug in 1.5.0 */
y -= (1 + y) * (jstat.log1p(y) - x);
return y;
}
jstat.logBeta = function(a, b) {
var corr, p, q;
p = q = a;
if(b < p) p = b;/* := min(a,b) */
if(b > q) q = b;/* := max(a,b) */
/* both arguments must be >= 0 */
if (p < 0) {
console.warn('Both arguements must be >= 0');
return Number.NaN;
}
else if (p == 0) {
return Number.POSITIVE_INFINITY;
}
else if (!jstat.isFinite(q)) { /* q == +Inf */
return Number.NEGATIVE_INFINITY;
}
if (p >= 10) {
/* p and q are big. */
corr = jstat.lgammacor(p) + jstat.lgammacor(q) - jstat.lgammacor(p + q);
return Math.log(q) * -0.5 + jstat.LN_SQRT_2PI + corr
+ (p - 0.5) * Math.log(p / (p + q)) + q * jstat.log1p(-p / (p + q));
}
else if (q >= 10) {
/* p is small, but q is big. */
corr = jstat.lgammacor(q) - jstat.lgammacor(p + q);
return jstat.lgamma(p) + corr + p - p * Math.log(p + q)
+ (q - 0.5) * jstat.log1p(-p / (p + q));
}
else
/* p and q are small: p <= q < 10. */
return Math.log(jstat.gamma(p) * (jstat.gamma(q) / jstat.gamma(p + q)));
}
jstat.dbinom_raw = function(x, n, p, q, give_log) {
if(give_log == null) give_log = false;
var lf, lc;
if(p == 0) {
if(x == 0) {
// R_D__1
return (give_log) ? 0.0 : 1.0;
} else {
// R_D__0
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
}
if(q == 0) {
if(x == n) {
// R_D__1
return (give_log) ? 0.0 : 1.0;
} else {
// R_D__0
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
}
if (x == 0) {
if(n == 0) return (give_log) ? 0.0 : 1.0; //R_D__1;
lc = (p < 0.1) ? -jstat.bd0(n,n*q) - n*p : n*Math.log(q);
return ( give_log ) ? lc : Math.exp(lc); //R_D_exp(lc)
}
if (x == n) {
lc = (q < 0.1) ? -jstat.bd0(n,n*p) - n*q : n*Math.log(p);
return ( give_log ) ? lc : Math.exp(lc); //R_D_exp(lc)
}
if (x < 0 || x > n) return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0;
/* n*p or n*q can underflow to zero if n and p or q are small. This
used to occur in dbeta, and gives NaN as from R 2.3.0. */
lc = jstat.stirlerr(n) - jstat.stirlerr(x) - jstat.stirlerr(n-x) - jstat.bd0(x,n*p) - jstat.bd0(n-x,n*q);
/* f = (M_2PI*x*(n-x))/n; could overflow or underflow */
/* Upto R 2.7.1:
* lf = log(M_2PI) + log(x) + log(n-x) - log(n);
* -- following is much better for x << n : */
lf = Math.log(jstat.TWO_PI) + Math.log(x) + jstat.log1p(- x/n);
return (give_log) ? lc - 0.5*lf : Math.exp(lc - 0.5*lf); // R_D_exp(lc - 0.5*lf);
}
jstat.max = function(values) {
var max = Number.NEGATIVE_INFINITY;
for(var i = 0; i < values.length; i++) {
if(values[i] > max) {
max = values[i];
}
}
return max;
}
/******************************************************************************/
/* Probability Distributions */
/******************************************************************************/
/**
* Range class
*/
var Range = Class.extend({
init: function(min, max, numPoints) {
this._minimum = parseFloat(min);
this._maximum = parseFloat(max);
this._numPoints = parseFloat(numPoints);
},
getMinimum: function() {
return this._minimum;
},
getMaximum: function() {
return this._maximum;
},
getNumPoints: function() {
return this._numPoints;
},
getPoints: function() {
var results = [];
var x = this._minimum;
var step = (this._maximum-this._minimum)/(this._numPoints-1);
for(var i = 0; i < this._numPoints; i++) {
results[i] = parseFloat(x.toFixed(6));
x += step;
}
return results;
}
});
Range.validate = function(range) {
if( ! range instanceof Range) {
return false;
}
if(isNaN(range.getMinimum()) || isNaN(range.getMaximum()) || isNaN(range.getNumPoints()) || range.getMaximum() < range.getMinimum() || range.getNumPoints() <= 0) {
return false;
}
return true;
}
var ContinuousDistribution = Class.extend({
init: function(name) {
this._name = name;
},
toString: function() {
return this._string;
},
getName: function() {
return this._name;
},
getClassName: function() {
return this._name + 'Distribution';
},
density: function(valueOrRange) {
if(!isNaN(valueOrRange)) {
// single value
return parseFloat(this._pdf(valueOrRange).toFixed(15));
} else if (Range.validate(valueOrRange)) {
// multiple values
var points = valueOrRange.getPoints();
var result = [];
// For each point in the range
for(var i = 0; i < points.length; i++) {
result[i] = parseFloat(this._pdf(points[i]));
}
return result;
} else {
// neither value or range
throw "Invalid parameter supplied to " + this.getClassName() + ".density()";
}
},
cumulativeDensity: function(valueOrRange) {
if(!isNaN(valueOrRange)) {
// single value
return parseFloat(this._cdf(valueOrRange).toFixed(15));
} else if (Range.validate(valueOrRange)) {
// multiple values
var points = valueOrRange.getPoints();
var result = [];
// For each point in the range
for(var i = 0; i < points.length; i++) {
result[i] = parseFloat(this._cdf(points[i]));
}
return result;
} else {
// neither value or range
throw "Invalid parameter supplied to " + this.getClassName() + ".cumulativeDensity()";
}
},
getRange: function(standardDeviations, numPoints) {
if(standardDeviations == null) {
standardDeviations = 5;
}
if(numPoints == null) {
numPoints = 100;
}
var min = this.getMean() - standardDeviations * Math.sqrt(this.getVariance());
var max = this.getMean() + standardDeviations * Math.sqrt(this.getVariance());
if(this.getClassName() == 'GammaDistribution' || this.getClassName() == 'LogNormalDistribution') {
min = 0.0;
max = this.getMean() + standardDeviations * Math.sqrt(this.getVariance());
} else if(this.getClassName() == 'BetaDistribution') {
min = 0.0;
max = 1.0;
}
var range = new Range(min, max, numPoints);
return range;
},
getVariance: function(){},
getMean: function(){},
getQuantile: function(p) {
var self = this;
/*
* Recursive function to find the closest match
*/
function findClosestMatch(range, p) {
var ERR = 1.0e-5;
var xs = range.getPoints();
var closestIndex = 0;
var closestDistance = 999;
for(var i=0; i<xs.length; i++) {
var pp = self.cumulativeDensity(xs[i]);
var distance = Math.abs(pp - p);
if(distance < closestDistance) {
// closer value found
closestIndex = i;
closestDistance = distance;
}
}
if(closestDistance <= ERR) {
// Acceptable - return value;
return xs[closestIndex];
} else {
// Calculate the new range
var newRange = new Range(xs[closestIndex-1], xs[closestIndex+1],20);
return findClosestMatch(newRange, p);
}
}
var range = this.getRange(5, 20);
return findClosestMatch(range, p);
}
});
/**
* A normal distribution object
*/
var NormalDistribution = ContinuousDistribution.extend({
init: function(mean, sigma) {
this._super('Normal');
this._mean = parseFloat(mean);
this._sigma = parseFloat(sigma);
this._string = "Normal ("+this._mean.toFixed(2)+", " + this._sigma.toFixed(2) + ")";
},
_pdf: function(x, give_log) {
if(give_log == null) {
give_log=false;
} // default is false;
var sigma = this._sigma;
var mu = this._mean;
if(!jstat.isFinite(sigma)) {
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0
}
if(!jstat.isFinite(x) && mu == x) {
return Number.NaN;
}
if(sigma<=0) {
if(sigma < 0) {
throw "invalid sigma in _pdf";
}
return (x==mu)?Number.POSITIVE_INFINITY:(give_log)?Number.NEGATIVE_INFINITY:0.0;
}
x=(x-mu)/sigma;
if(!jstat.isFinite(x)){
return (give_log)?Number.NEGATIVE_INFINITY:0.0;
}
return (give_log ? -(jstat.LN_SQRT_2PI + 0.5 * x * x + Math.log(sigma)) :
jstat.ONE_SQRT_2PI * Math.exp(-0.5 * x * x) / sigma);
},
_cdf: function(x, lower_tail, log_p) {
if(lower_tail == null) lower_tail = true;
if(log_p == null) log_p = false;
function pnorm_both(x, cum, ccum, i_tail, log_p) {
/* i_tail in {0,1,2} means: "lower", "upper", or "both" :
if(lower) return *cum := P[X <= x]
if(upper) return *ccum := P[X > x] = 1 - P[X <= x]
*/
var a = [
2.2352520354606839287,
161.02823106855587881,
1067.6894854603709582,
18154.981253343561249,
0.065682337918207449113
];
var b = [
47.20258190468824187,
976.09855173777669322,
10260.932208618978205,
45507.789335026729956
];
var c = [
0.39894151208813466764,
8.8831497943883759412,
93.506656132177855979,
597.27027639480026226,
2494.5375852903726711,
6848.1904505362823326,
11602.651437647350124,
9842.7148383839780218,
1.0765576773720192317e-8
];
var d = [
22.266688044328115691,
235.38790178262499861,
1519.377599407554805,
6485.558298266760755,
18615.571640885098091,
34900.952721145977266,
38912.003286093271411,
19685.429676859990727
];
var p = [
0.21589853405795699,
0.1274011611602473639,
0.022235277870649807,
0.001421619193227893466,
2.9112874951168792e-5,
0.02307344176494017303
];
var q = [
1.28426009614491121,
0.468238212480865118,
0.0659881378689285515,
0.00378239633202758244,
7.29751555083966205e-5
];
var xden, xnum, temp, del, eps, xsq, y, i, lower, upper;
/* Consider changing these : */
eps = jstat.DBL_EPSILON * 0.5;
/* i_tail in {0,1,2} =^= {lower, upper, both} */
lower = i_tail != 1;
upper = i_tail != 0;
y = Math.abs(x);
if (y <= 0.67448975) { /* qnorm(3/4) = .6744.... -- earlier had 0.66291 */
if (y > eps) {
xsq = x * x;
xnum = a[4] * xsq;
xden = xsq;
for (i = 0; i < 3; ++i) {
xnum = (xnum + a[i]) * xsq;
xden = (xden + b[i]) * xsq;
}
} else {
xnum = xden = 0.0;
}
temp = x * (xnum + a[3]) / (xden + b[3]);
if(lower) cum = 0.5 + temp;
if(upper) ccum = 0.5 - temp;
if(log_p) {
if(lower) cum = Math.log(cum);
if(upper) ccum = Math.log(ccum);
}
} else if (y <= jstat.SQRT_32) {
/* Evaluate pnorm for 0.674.. = qnorm(3/4) < |x| <= sqrt(32) ~= 5.657 */
xnum = c[8] * y;
xden = y;
for (i = 0; i < 7; ++i) {
xnum = (xnum + c[i]) * y;
xden = (xden + d[i]) * y;
}
temp = (xnum + c[7]) / (xden + d[7]);
/* do_del */
xsq = jstat.trunc(x * 16) / 16;
del = (x - xsq) * (x + xsq);
if(log_p) {
cum = (-xsq * xsq * 0.5) + (-del * 0.5) + Math.log(temp);
if((lower && x > 0.) || (upper && x <= 0.))
ccum = jstat.log1p(-Math.exp(-xsq * xsq * 0.5) *
Math.exp(-del * 0.5) * temp);
}
else {
cum = Math.exp(-xsq * xsq * 0.5) * Math.exp(-del * 0.5) * temp;
ccum = 1.0 - cum;
}
/* end do_del */
/* swap_tail */
if (x > 0.0) {/* swap ccum <--> cum */
temp = cum;
if(lower) {
cum = ccum;
}
ccum = temp;
}
/* end swap_tail */
}
/* else |x| > sqrt(32) = 5.657 :
* the next two case differentiations were really for lower=T, log=F
* Particularly *not* for log_p !
* Cody had (-37.5193 < x && x < 8.2924) ; R originally had y < 50
*
* Note that we do want symmetry(0), lower/upper -> hence use y
*/
else if((log_p && y < 1e170)|| (lower && -37.5193 < x && x < 8.2924)
|| (upper && -8.2924 < x && x < 37.5193)) {
/* Evaluate pnorm for x in (-37.5, -5.657) union (5.657, 37.5) */
xsq = 1.0 / (x * x); /* (1./x)*(1./x) might be better */
xnum = p[5] * xsq;
xden = xsq;
for (i = 0; i < 4; ++i) {
xnum = (xnum + p[i]) * xsq;
xden = (xden + q[i]) * xsq;
}
temp = xsq * (xnum + p[4]) / (xden + q[4]);
temp = (jstat.ONE_SQRT_2PI - temp) / y;
/* do_del */
xsq = jstat.trunc(x * 16) / 16;
del = (x - xsq) * (x + xsq);
if(log_p) {
cum = (-xsq * xsq * 0.5) + (-del * 0.5) + Math.log(temp);
if((lower && x > 0.) || (upper && x <= 0.))
ccum = jstat.log1p(-Math.exp(-xsq * xsq * 0.5) *
Math.exp(-del * 0.5) * temp);
}
else {
cum = Math.exp(-xsq * xsq * 0.5) * Math.exp(-del * 0.5) * temp;
ccum = 1.0 - cum;
}
/* end do_del */
/* swap_tail */
if (x > 0.0) {/* swap ccum <--> cum */
temp = cum;
if(lower) {
cum = ccum;
}
ccum = temp;
}
/* end swap_tail */
} else { /* large x such that probs are 0 or 1 */
if(x > 0) {
cum = (log_p) ? 0.0 : 1.0; // R_D__1
ccum = (log_p) ? Number.NEGATIVE_INFINITY : 0.0; //R_D__0;
} else {
cum = (log_p) ? Number.NEGATIVE_INFINITY : 0.0; //R_D__0;
ccum = (log_p) ? 0.0 : 1.0; // R_D__1
}
}
return [cum, ccum];
}
var p, cp;
var mu = this._mean;
var sigma = this._sigma;
var R_DT_0, R_DT_1;
if(lower_tail) {
if(log_p) {
R_DT_0 = Number.NEGATIVE_INFINITY;
R_DT_1 = 0.0;
} else {
R_DT_0 = 0.0;
R_DT_1 = 1.0;
}
} else {
if(log_p) {
R_DT_0 = 0.0;
R_DT_1 = Number.NEGATIVE_INFINITY;
} else {
R_DT_0 = 1.0;
R_DT_1 = 0.0;
}
}
if(!jstat.isFinite(x) && mu == x) return Number.NaN;
if(sigma <= 0) {
if(sigma < 0) {
console.warn("Sigma is less than 0");
return Number.NaN;
}
return (x < mu) ? R_DT_0 : R_DT_1;
}
p = (x - mu) / sigma;
if(!jstat.isFinite(p)) {
return (x < mu) ? R_DT_0 : R_DT_1;
}
x = p;
// pnorm_both(x, &p, &cp, (lower_tail ? 0 : 1), log_p);
// result[0] == &p
// result[1] == &cp
var result = pnorm_both(x, p, cp, (lower_tail ? false : true), log_p);
return (lower_tail ? result[0] : result[1]);
},
getMean: function() {
return this._mean;
},
getSigma: function() {
return this._sigma;
},
getVariance: function() {
return this._sigma*this._sigma;
}
});
/**
* A Log-normal distribution object
*/
var LogNormalDistribution = ContinuousDistribution.extend({
init: function(location, scale) {
this._super('LogNormal')
this._location = parseFloat(location);
this._scale = parseFloat(scale);
this._string = "LogNormal ("+this._location.toFixed(2)+", " + this._scale.toFixed(2) + ")";
},
_pdf: function(x, give_log) {
var y;
var sdlog = this._scale;
var meanlog = this._location;
if(give_log == null) {
give_log = false;
}
if(sdlog <= 0) throw "Illegal parameter in _pdf";
if(x <= 0) {
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
y = (Math.log(x) - meanlog) / sdlog;
return (give_log ? -(jstat.LN_SQRT_2PI + 0.5 * y * y + Math.log(x * sdlog)) :
jstat.ONE_SQRT_2PI * Math.exp(-0.5 * y * y) / (x * sdlog));
},
_cdf: function(x, lower_tail, log_p) {
var sdlog = this._scale;
var meanlog = this._location;
if(lower_tail == null) {
lower_tail = true;
}
if(log_p == null) {
log_p = false;
}
if(sdlog <= 0) {
throw "illegal std in _cdf";
}
if(x > 0) {
var nd = new NormalDistribution(meanlog, sdlog);
return nd._cdf(Math.log(x), lower_tail, log_p);
}
if(lower_tail) {
return (log_p) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0
} else {
return (log_p) ? 0.0 : 1.0; // R_D__1
}
},
getLocation: function() {
return this._location;
},
getScale: function() {
return this._scale;
},
getMean: function() {
return Math.exp((this._location + this._scale) / 2);
},
getVariance: function() {
var ans = (Math.exp(this._scale)-1)*Math.exp(2*this._location+this._scale);
return ans;
}
});
/**
* Gamma distribution object
*/
var GammaDistribution = ContinuousDistribution.extend({
init: function(shape, scale) {
this._super('Gamma');
this._shape = parseFloat(shape);
this._scale = parseFloat(scale);
this._string = "Gamma ("+this._shape.toFixed(2)+", " + this._scale.toFixed(2) + ")";
},
_pdf: function(x, give_log) {
var pr;
var shape = this._shape;
var scale = this._scale;
if(give_log == null) {
give_log = false; // default value
}
if(shape < 0 || scale <= 0) {
throw "Illegal argument in _pdf";
}
if(x < 0) {
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0
}
if(shape == 0) { /* point mass at 0 */
return (x == 0) ? Number.POSITIVE_INFINITY : (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0
}
if(x == 0) {
if(shape < 1) return Number.POSITIVE_INFINITY;
if(shape > 1) return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0
/* else */
return (give_log) ? -Math.log(scale) : 1/scale;
}
if(shape < 1) {
pr = jstat.dopois_raw(shape, x/scale, give_log);
return give_log ? pr + Math.log(shape/x) : pr*shape/x;
}
/* else shape >= 1 */
pr = jstat.dopois_raw(shape-1, x/scale, give_log);
return give_log ? pr - Math.log(scale) : pr/scale;
},
/**
* This function computes the distribution function for the
* gamma distribution with shape parameter alph and scale parameter
* scale. This is also known as the incomplete gamma function.
* See Abramowitz and Stegun (6.5.1) for example.
*/
_cdf: function(x, lower_tail, log_p) {
/* define USE_PNORM */
function USE_PNORM() {
pn1 = Math.sqrt(alph) * 3.0 * (Math.pow(x/alph,1.0/3.0) + 1.0 / (9.0 * alph) - 1.0);
var norm_dist = new NormalDistribution(0.0, 1.0);
return norm_dist._cdf(pn1, lower_tail, log_p);
}
/* Defaults */
if(lower_tail == null) lower_tail = true;
if(log_p == null) log_p = false;
var alph = this._shape;
var scale = this._scale;
var xbig = 1.0e+8;
var xlarge = 1.0e+37;
var alphlimit = 1e5;
var pn1,pn2,pn3,pn4,pn5,pn6,arg,a,b,c,an,osum,sum,n,pearson;
if(alph <= 0. || scale <= 0.) {
console.warn('Invalid gamma params in _cdf');
return Number.NaN;
}
x/=scale;
if(isNaN(x)) return x;
if(x <= 0.0) {
// R_DT_0
if(lower_tail) {
// R_D__0
return (log_p) ? Number.NEGATIVE_INFINITY : 0.0;
} else {
// R_D__1
return (log_p) ? 0.0 : 1.0;
}
}
if(alph > alphlimit) {
return USE_PNORM();
}
if(x > xbig * alph) {
if(x > jstat.DBL_MAX * alph) {
// R_DT_1
if(lower_tail) {
// R_D__1
return (log_p) ? 0.0 : 1.0;
} else {
// R_D__0
return (log_p) ? Number.NEGATIVE_INFINITY : 0.0;
}
} else {
return USE_PNORM();
}
}
if(x <= 1.0 || x < alph) {
pearson = 1; /* use pearson's series expansion */
arg = alph * Math.log(x) - x - jstat.lgamma(alph + 1.0);
c = 1.0;
sum = 1.0;
a = alph;
do {
a += 1.0;
c *= x / a;
sum += c;
} while(c > jstat.DBL_EPSILON * sum);
} else { /* x >= max( 1, alph) */
pearson = 0;/* use a continued fraction expansion */
arg = alph * Math.log(x) - x - jstat.lgamma(alph);
a = 1. - alph;
b = a + x + 1.;
pn1 = 1.;
pn2 = x;
pn3 = x + 1.;
pn4 = x * b;
sum = pn3 / pn4;
for (n = 1; ; n++) {
a += 1.;/* = n+1 -alph */
b += 2.;/* = 2(n+1)-alph+x */
an = a * n;
pn5 = b * pn3 - an * pn1;
pn6 = b * pn4 - an * pn2;
if (Math.abs(pn6) > 0.) {
osum = sum;
sum = pn5 / pn6;
if (Math.abs(osum - sum) <= jstat.DBL_EPSILON * jstat.fmin2(1.0, sum))
break;
}
pn1 = pn3;
pn2 = pn4;
pn3 = pn5;
pn4 = pn6;
if (Math.abs(pn5) >= xlarge) {
pn1 /= xlarge;
pn2 /= xlarge;
pn3 /= xlarge;
pn4 /= xlarge;
}
}
}
arg += Math.log(sum);
lower_tail = (lower_tail == pearson);
if (log_p && lower_tail)
return(arg);
/* else */
/* sum = exp(arg); and return if(lower_tail) sum else 1-sum : */
if(lower_tail) {
return Math.exp(arg);
} else {
if(log_p) {
// R_Log1_Exp(arg);
return (arg > -Math.LN2) ? Math.log(-jstat.expm1(arg)) : jstat.log1p(-Math.exp(arg));
} else {
return -jstat.expm1(arg);
}
}
},
getShape: function() {
return this._shape;
},
getScale: function() {
return this._scale;
},
getMean: function() {
return this._shape * this._scale;
},
getVariance: function() {
return this._shape*Math.pow(this._scale,2);
}
});
/**
* A Beta distribution object
*/
var BetaDistribution = ContinuousDistribution.extend({
init: function(alpha, beta) {
this._super('Beta');
this._alpha = parseFloat(alpha);
this._beta = parseFloat(beta);
this._string = "Beta ("+this._alpha.toFixed(2)+", " + this._beta.toFixed(2) + ")";
},
_pdf: function(x, give_log) {
if(give_log == null) give_log = false; // default;
var a = this._alpha;
var b = this._beta;
var lval;
if(a <= 0 || b <= 0) {
console.warn('Illegal arguments in _pdf');
return Number.NaN;
}
if(x < 0 || x > 1) {
// R_D__0
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
if(x == 0) {
if(a > 1) {
// R_D__0
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
if(a < 1) {
return Number.POSITIVE_INFINITY;
}
/*a == 1 */ return (give_log) ? Math.log(b) : b; // R_D_val(b)
}
if(x == 1) {
if(b > 1) {
// R_D__0
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0;
}
if(b < 1) {
return Number.POSITIVE_INFINITY;
}
/* b == 1 */ return (give_log) ? Math.log(a) : a; // R_D_val(a)
}
if(a<=2||b<=2) {
lval = (a-1)*Math.log(x) + (b-1)*jstat.log1p(-x) - jstat.logBeta(a, b);
} else {
lval = Math.log(a+b-1) + jstat.dbinom_raw(a-1, a+b-2, x, 1-x, true);
}
//R_D_exp(lval)
return (give_log) ? lval : Math.exp(lval);
},
_cdf: function(x, lower_tail, log_p) {
if(lower_tail == null) lower_tail = true;
if(log_p == null) log_p = false;
var pin = this._alpha;
var qin = this._beta;
if(pin <= 0 || qin <= 0) {
console.warn('Invalid argument in _cdf');
return Number.NaN;
}
if(x <= 0) {
//R_DT_0;
if(lower_tail) {
// R_D__0
return (log_p) ? Number.NEGATIVE_INFINITY : 0.0;
} else {
// R_D__1
return (log_p) ? 0.1 : 1.0;
}
}
if(x >= 1){
// R_DT_1
if(lower_tail) {
// R_D__1
return (log_p) ? 0.1 : 1.0;
} else {
// R_D__0
return (log_p) ? Number.NEGATIVE_INFINITY : 0.0;
}
}
/* else */
return jstat.incompleteBeta(pin, qin, x);
},
getAlpha: function() {
return this._alpha;
},
getBeta: function() {
return this._beta;
},
getMean: function() {
return this._alpha / (this._alpha+ this._beta);
},
getVariance: function() {
var ans = (this._alpha * this._beta) / (Math.pow(this._alpha+this._beta,2)*(this._alpha+this._beta+1));
return ans;
}
});
var StudentTDistribution = ContinuousDistribution.extend({
init: function(degreesOfFreedom, mu) {
this._super('StudentT');
this._dof = parseFloat(degreesOfFreedom);
if(mu != null) {
this._mu = parseFloat(mu);
this._string = "StudentT ("+this._dof.toFixed(2)+", " + this._mu.toFixed(2)+ ")";
} else {
this._mu = 0.0;
this._string = "StudentT ("+this._dof.toFixed(2)+")";
}
},
_pdf: function(x, give_log) {
if(give_log == null) give_log = false;
if(this._mu == null) {
return this._dt(x, give_log);
} else {
var y = this._dnt(x, give_log);
if(y > 1){
console.warn('x:' + x + ', y: ' + y);
}
return y;
}
},
_cdf: function(x, lower_tail, give_log) {
if(lower_tail == null) lower_tail = true;
if(give_log == null) give_log = false;
if(this._mu == null) {
return this._pt(x, lower_tail, give_log);
} else {
return this._pnt(x, lower_tail, give_log);
}
},
_dt: function(x, give_log) {
var t,u;
var n = this._dof;
if (n <= 0){
console.warn('Invalid parameters in _dt');
return Number.NaN;
}
if(!jstat.isFinite(x)) {
return (give_log) ? Number.NEGATIVE_INFINITY : 0.0; // R_D__0;
}
if(!jstat.isFinite(n)) {
var norm = new NormalDistribution(0.0, 1.0);
return norm.density(x, give_log);
}
t = -jstat.bd0(n/2.0,(n+1)/2.0) + jstat.stirlerr((n+1)/2.0) - jstat.stirlerr(n/2.0);
if ( x*x > 0.2*n )
u = Math.log( 1+ x*x/n ) * n/2;
else
u = -jstat.bd0(n/2.0,(n+x*x)/2.0) + x*x/2.0;
var p1 = jstat.TWO_PI *(1+x*x/n);
var p2 = t-u;
return (give_log) ? -0.5*Math.log(p1) + p2 : Math.exp(p2)/Math.sqrt(p1); // R_D_fexp(M_2PI*(1+x*x/n), t-u);
},
_dnt: function(x, give_log) {
if(give_log == null) give_log = false;
var df = this._dof;
var ncp = this._mu;
var u;
if(df <= 0.0) {
console.warn("Illegal arguments _dnf");
return Number.NaN;
}
if(ncp == 0.0) {
return this._dt(x, give_log);
}
if(!jstat.isFinite(x)) {
// R_D__0
if(give_log) {
return Number.NEGATIVE_INFINITY;
} else {
return 0.0;
}
}
/* If infinite df then the density is identical to a
normal distribution with mean = ncp. However, the formula
loses a lot of accuracy around df=1e9
*/
if(!isFinite(df) || df > 1e8) {
var dist = new NormalDistribution(ncp, 1.);
return dist.density(x, give_log);
}
/* Do calculations on log scale to stabilize */
/* Consider two cases: x ~= 0 or not */
if (Math.abs(x) > Math.sqrt(df * jstat.DBL_EPSILON)) {
var newT = new StudentTDistribution(df+2, ncp);
u = Math.log(df) - Math.log(Math.abs(x)) +
Math.log(Math.abs(newT._pnt(x*Math.sqrt((df+2)/df), true, false) -
this._pnt(x, true, false)));
/* FIXME: the above still suffers from cancellation (but not horribly) */
}
else { /* x ~= 0 : -> same value as for x = 0 */
u = jstat.lgamma((df+1)/2) - jstat.lgamma(df/2)
- .5*(Math.log(Math.PI) + Math.log(df) + ncp*ncp);
}
return (give_log ? u : Math.exp(u));
},
_pt: function(x, lower_tail, log_p) {
if(lower_tail == null) lower_tail = true;
if(log_p == null) log_p = false;
var val, nx;
var n = this._dof;
var DT_0, DT_1;
if(lower_tail) {
if(log_p) {
DT_0 = Number.NEGATIVE_INFINITY;
DT_1 = 1.;
} else {
DT_0 = 0.;
DT_1 = 1.;
}
} else {
if(log_p) {
// not lower_tail but log_p
DT_0 = 0.;
DT_1 = Number.NEGATIVE_INFINITY;
} else {
// not lower_tail and not log_p
DT_0 = 1.;
DT_1 = 0.;
}
}
if(n <= 0.0) {
console.warn("Invalid T distribution _pt");
return Number.NaN;
}
var norm = new NormalDistribution(0,1);
if(!jstat.isFinite(x)) {
return (x < 0) ? DT_0 : DT_1;
}
if(!jstat.isFinite(n)) {
return norm._cdf(x, lower_tail, log_p);
}
if (n > 4e5) { /*-- Fixme(?): test should depend on `n' AND `x' ! */
/* Approx. from Abramowitz & Stegun 26.7.8 (p.949) */
val = 1./(4.*n);
return norm._cdf(x*(1. - val)/sqrt(1. + x*x*2.*val), lower_tail, log_p);
}
nx = 1 + (x/n)*x;
/* FIXME: This test is probably losing rather than gaining precision,
* now that pbeta(*, log_p = TRUE) is much better.
* Note however that a version of this test *is* needed for x*x > D_MAX */
if(nx > 1e100) { /* <==> x*x > 1e100 * n */
/* Danger of underflow. So use Abramowitz & Stegun 26.5.4
pbeta(z, a, b) ~ z^a(1-z)^b / aB(a,b) ~ z^a / aB(a,b),
with z = 1/nx, a = n/2, b= 1/2 :
*/
var lval;
lval = -0.5*n*(2*Math.log(Math.abs(x)) - Math.log(n))
- jstat.logBeta(0.5*n, 0.5) - Math.log(0.5*n);
val = log_p ? lval : Math.exp(lval);
} else {
/*
val = (n > x * x)
// ? pbeta (x * x / (n + x * x), 0.5, n / 2., 0, log_p)
// : pbeta (1. / nx, n / 2., 0.5, 1, log_p);
*/
if(n > x * x) {
var beta = new BetaDistribution(0.5, n/2.);
return beta._cdf(x*x/ (n + x * x), false, log_p);
} else {
beta = new BetaDistribution(n / 2., 0.5);
return beta._cdf(1. / nx, true, log_p);
}
}
/* Use "1 - v" if lower_tail and x > 0 (but not both):*/
if(x <= 0.)
lower_tail = !lower_tail;
if(log_p) {
if(lower_tail) return jstat.log1p(-0.5*Math.exp(val));
else return val - M_LN2; /* = log(.5* pbeta(....)) */
}
else {
val /= 2.;
if(lower_tail) {
return (0.5 - val + 0.5);
} else {
return val;
}
}
},
_pnt: function(t, lower_tail, log_p) {
var dof = this._dof;
var ncp = this._mu;
var DT_0, DT_1;
if(lower_tail) {
if(log_p) {
DT_0 = Number.NEGATIVE_INFINITY;
DT_1 = 1.;
} else {
DT_0 = 0.;
DT_1 = 1.;
}
} else {
if(log_p) {
// not lower_tail but log_p
DT_0 = 0.;
DT_1 = Number.NEGATIVE_INFINITY;
} else {
// not lower_tail and not log_p
DT_0 = 1.;
DT_1 = 0.;
}
}
var albeta, a, b, del, errbd, lambda, rxb, tt, x;
var geven, godd, p, q, s, tnc, xeven, xodd;
var it, negdel;
/* note - itrmax and errmax may be changed to suit one's needs. */
var ITRMAX = 1000;
var ERRMAX = 1.e-7;
if(dof <= 0.0) {
return Number.NaN;
} else if (dof == 0.0) {
return this._pt(t);
}
if(!jstat.isFinite(t)) {
return (t < 0) ? DT_0 : DT_1;
}
if(t >= 0.) {
negdel = false;
tt = t;
del = ncp;
} else {
/* We deal quickly with left tail if extreme,
since pt(q, df, ncp) <= pt(0, df, ncp) = \Phi(-ncp) */
if(ncp >= 40 && (!log_p || !lower_tail)) {
return DT_0;
}
negdel = true;
tt = -t;
del = -ncp;
}
if(dof > 4e5 || del*del > 2* Math.LN2 * (-(jstat.DBL_MIN_EXP))) {
/*-- 2nd part: if del > 37.62, then p=0 below
FIXME: test should depend on `df', `tt' AND `del' ! */
/* Approx. from Abramowitz & Stegun 26.7.10 (p.949) */
s=1./(4.*dof);
var norm = new NormalDistribution(del, Math.sqrt(1. + tt*tt*2.*s));
var result = norm._cdf(tt*(1.-s), lower_tail != negdel, log_p);
return result;
}
/* initialize twin series */
/* Guenther, J. (1978). Statist. Computn. Simuln. vol.6, 199. */
x = t * t;
rxb = dof/(x + dof);/* := (1 - x) {x below} -- but more accurately */
x = x / (x + dof);/* in [0,1) */
if (x > 0.) {/* <==> t != 0 */
lambda = del * del;
p = .5 * Math.exp(-.5 * lambda);
if(p == 0.) { // underflow!
console.warn("underflow in _pnt");
return DT_0;
}
q = jstat.SQRT_2dPI * p * del;
s = .5 - p;
if(s < 1e-7) {
s = -0.5 * jstat.expm1(-0.5 * lambda);
}
a = .5;
b = .5 * dof;
/* rxb = (1 - x) ^ b [ ~= 1 - b*x for tiny x --> see 'xeven' below]
* where '(1 - x)' =: rxb {accurately!} above */
rxb = Math.pow(rxb, b);
albeta = jstat.LN_SQRT_PI + jstat.lgamma(b) - jstat.lgamma(.5 + b);
/* TODO: change incompleteBeta function to accept lower_tail and p_log */
xodd = jstat.incompleteBeta(a, b, x);
godd = 2. * rxb * Math.exp(a * Math.log(x) - albeta);
tnc = b * x;
xeven = (tnc < jstat.DBL_EPSILON) ? tnc : 1. - rxb;
geven = tnc * rxb;
tnc = p * xodd + q * xeven;
/* repeat until convergence or iteration limit */
for(it = 1; it <= ITRMAX; it++) {
a += 1.;
xodd -= godd;
xeven -= geven;
godd *= x * (a + b - 1.) / a;
geven *= x * (a + b - .5) / (a + .5);
p *= lambda / (2 * it);
q *= lambda / (2 * it + 1);
tnc += p * xodd + q * xeven;
s -= p;
/* R 2.4.0 added test for rounding error here. */
if(s < -1.e-10) { /* happens e.g. for (t,df,ncp)=(40,10,38.5), after 799 it.*/
//console.write("precision error _pnt");
break;
}
if(s <= 0 && it > 1) break;
errbd = 2. * s * (xodd - godd);
if(Math.abs(errbd) < ERRMAX) break;/*convergence*/
}
if(it == ITRMAX) {
throw "Non-convergence _pnt";
}
} else {
tnc = 0.;
}
norm = new NormalDistribution(0,1);
tnc += norm._cdf(-del, /*lower*/true, /*log_p*/ false);
lower_tail = lower_tail != negdel; /* xor */
if(tnc > 1 - 1e-10 && lower_tail) {
//console.warn("precision error _pnt");
}
var res = jstat.fmin2(tnc, 1.);
if(lower_tail) {
if(log_p) {
return Math.log(res);
} else {
return res;
}
} else {
if(log_p) {
return jstat.log1p(-(res));
} else {
return (0.5 - (res) + 0.5);
}
}
},
getDegreesOfFreedom: function() {
return this._dof;
},
getNonCentralityParameter: function() {
return this._mu;
},
getMean: function() {
if(this._dof > 1) {
var ans = (1/2)*Math.log(this._dof/2) + jstat.lgamma((this._dof-1)/2) - jstat.lgamma(this._dof/2)
return Math.exp(ans) * this._mu;
} else {
return Number.NaN;
}
},
getVariance: function() {
if(this._dof > 2) {
var ans = this._dof * (1 + this._mu*this._mu)/(this._dof-2) - (((this._mu*this._mu * this._dof) / 2) * Math.pow(Math.exp(jstat.lgamma((this._dof - 1)/2)-jstat.lgamma(this._dof/2)), 2));
return ans;
} else {
return Number.NaN;
}
}
});
/******************************************************************************/
/* jQuery Flot graph objects */
/******************************************************************************/
var Plot = Class.extend({
init: function(id, options) {
this._container = '#' + String(id);
this._plots = [];
this._flotObj = null;
this._locked = false;
if(options != null) {
this._options = options;
} else {
this._options = {
};
}
},
getContainer: function() {
return this._container;
},
getGraph: function() {
return this._flotObj;
},
setData: function(data) {
this._plots = data;
},
clear: function() {
this._plots = [];
//this.render();
},
showLegend: function() {
this._options.legend = {
show: true
}
this.render();
},
hideLegend: function() {
this._options.legend = {
show: false
}
this.render();
},
render: function() {
this._flotObj = null;
this._flotObj = $.plot($(this._container), this._plots, this._options);
}
});
var DistributionPlot = Plot.extend({
init: function(id, distribution, range, options) {
this._super(id, options);
this._showPDF = true;
this._showCDF = false;
this._pdfValues = []; // raw values for pdf
this._cdfValues = []; // raw values for cdf
this._maxY = 1;
this._plotType = 'line'; // line, point, both
this._fill = false;
this._distribution = distribution; // underlying PDF
// Range object for the plot
if(range != null && Range.validate(range)) {
this._range = range;
} else {
this._range = this._distribution.getRange(); // no range supplied, use distribution default
}
// render
if(this._distribution != null) {
this._maxY = this._generateValues(); // create the pdf/cdf values in the ctor
} else {
this._options.xaxis = {
min: range.getMinimum(),
max: range.getMaximum()
}
this._options.yaxis = {
max: 1
}
}
this.render();
},
setHover: function(bool) {
if(bool) {
if(this._options.grid == null) {
this._options.grid = {
hoverable: true,
mouseActiveRadius: 25
}
} else {
this._options.grid.hoverable = true,
this._options.grid.mouseActiveRadius = 25
}
function showTooltip(x, y, contents, color) {
$('<div id="jstat_tooltip">' + contents + '</div>').css( {
position: 'absolute',
display: 'none',
top: y + 15,
'font-size': 'small',
left: x + 5,
border: '1px solid ' + color[1],
color: color[2],
padding: '5px',
'background-color': color[0],
opacity: 0.80
}).appendTo("body").show();
}
var previousPoint = null;
$(this._container).bind("plothover", function(event, pos, item) {
$("#x").text(pos.x.toFixed(2));
$("#y").text(pos.y.toFixed(2));
if (item) {
if (previousPoint != item.datapoint) {
previousPoint = item.datapoint;
$("#jstat_tooltip").remove();
var x = jstat.toSigFig(item.datapoint[0],2), y = jstat.toSigFig(item.datapoint[1], 2);
var text = null;
var color = item.series.color;
if(item.series.label == 'PDF') {
text = "P(" + x + ") = " + y;
color = ["#fee", "#fdd", "#C05F5F"];
} else {
// cdf
text = "F(" + x + ") = " + y;
color = ["#eef", "#ddf", "#4A4AC0"];
}
showTooltip(item.pageX, item.pageY, text, color);
}
}
else {
$("#jstat_tooltip").remove();
previousPoint = null;
}
});
$(this._container).bind("mouseleave", function() {
if($('#jstat_tooltip').is(':visible')) {
$('#jstat_tooltip').remove();
previousPoint = null;
}
});
} else {
// unbind
if(this._options.grid == null) {
this._options.grid = {
hoverable: false
}
} else {
this._options.grid.hoverable = false
}
$(this._container).unbind("plothover");
}
this.render();
},
setType: function(type) {
this._plotType = type;
var lines = {};
var points = {};
if(this._plotType == 'line') {
lines.show = true;
points.show = false;
} else if(this._plotType == 'points') {
lines.show = false;
points.show = true;
} else if(this._plotType == 'both') {
lines.show = true;
points.show = true;
}
if(this._options.series == null) {
this._options.series = {
lines: lines,
points: points
}
} else {
if(this._options.series.lines == null) {
this._options.series.lines = lines;
} else {
this._options.series.lines.show = lines.show;
}
if(this._options.series.points == null) {
this._options.series.points = points;
} else {
this._options.series.points.show = points.show;
}
}
this.render();
},
setFill: function(bool) {
this._fill = bool;
if(this._options.series == null) {
this._options.series = {
lines: {
fill: bool
}
}
} else {
if(this._options.series.lines == null) {
this._options.series.lines = {
fill: bool
}
} else {
this._options.series.lines.fill = bool;
}
}
this.render();
},
clear: function() {
this._super();
this._distribution = null;
this._pdfValues = [];
this._cdfValues = [];
this.render();
},
_generateValues: function() {
this._cdfValues = []; // reinitialize the arrays.
this._pdfValues = [];
var xs = this._range.getPoints();
this._options.xaxis = {
min: xs[0],
max: xs[xs.length-1]
}
var pdfs = this._distribution.density(this._range);
var cdfs = this._distribution.cumulativeDensity(this._range);
for(var i = 0; i < xs.length; i++) {
if(pdfs[i] == Number.POSITIVE_INFINITY || pdfs[i] == Number.NEGATIVE_INFINITY) {
pdfs[i] = null;
}
if(cdfs[i] == Number.POSITIVE_INFINITY || cdfs[i] == Number.NEGATIVE_INFINITY) {
cdfs[i] = null;
}
this._pdfValues.push([xs[i], pdfs[i]]);
this._cdfValues.push([xs[i], cdfs[i]]);
}
return jstat.max(pdfs);
},
showPDF: function() {
this._showPDF = true;
this.render();
},
hidePDF: function() {
this._showPDF = false;
this.render();
},
showCDF: function() {
this._showCDF = true;
this.render();
},
hideCDF: function() {
this._showCDF = false;
this.render();
},
setDistribution: function(distribution, range) {
this._distribution = distribution;
if(range != null) {
this._range = range;
} else {
this._range = distribution.getRange();
}
this._maxY = this._generateValues();
this._options.yaxis = {
max: this._maxY*1.1
}
this.render();
},
getDistribution: function() {
return this._distribution;
},
getRange: function() {
return this._range;
},
setRange: function(range) {
this._range = range;
this._generateValues();
this.render();
},
render: function() {
if(this._distribution != null) {
if(this._showPDF && this._showCDF) {
this.setData([{
yaxis: 1,
data:this._pdfValues,
color: 'rgb(237,194,64)',
clickable: false,
hoverable: true,
label: "PDF"
}, {
yaxis: 2,
data:this._cdfValues,
clickable: false,
color: 'rgb(175,216,248)',
hoverable: true,
label: "CDF"
}]);
this._options.yaxis = {
max: this._maxY*1.1
}
} else if(this._showPDF) {
this.setData([{
data:this._pdfValues,
hoverable: true,
color: 'rgb(237,194,64)',
clickable: false,
label: "PDF"
}]);
this._options.yaxis = {
max: this._maxY*1.1
}
} else if(this._showCDF) {
this.setData([{
data:this._cdfValues,
hoverable: true,
color: 'rgb(175,216,248)',
clickable: false,
label: "CDF"
}]);
this._options.yaxis = {
max: 1.1
}
}
} else {
this.setData([]);
}
this._super(); // Call the parent plot method
}
});
var DistributionFactory = {};
DistributionFactory.build = function(json) {
/*
if(json.name == null) {
try{
json = JSON.parse(json);
}
catch(err) {
throw "invalid JSON";
}
// try to parse it
}*/
/*
if(json.name != null) {
var name = json.name;
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
*/
if(json.NormalDistribution) {
if(json.NormalDistribution.mean != null && json.NormalDistribution.standardDeviation != null) {
return new NormalDistribution(json.NormalDistribution.mean[0], json.NormalDistribution.standardDeviation[0]);
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
} else if (json.LogNormalDistribution) {
if(json.LogNormalDistribution.location != null && json.LogNormalDistribution.scale != null) {
return new LogNormalDistribution(json.LogNormalDistribution.location[0], json.LogNormalDistribution.scale[0]);
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
} else if (json.BetaDistribution) {
if(json.BetaDistribution.alpha != null && json.BetaDistribution.beta != null) {
return new BetaDistribution(json.BetaDistribution.alpha[0], json.BetaDistribution.beta[0]);
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
} else if (json.GammaDistribution) {
if(json.GammaDistribution.shape != null && json.GammaDistribution.scale != null) {
return new GammaDistribution(json.GammaDistribution.shape[0], json.GammaDistribution.scale[0]);
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
} else if (json.StudentTDistribution) {
if(json.StudentTDistribution.degreesOfFreedom != null && json.StudentTDistribution.nonCentralityParameter != null) {
return new StudentTDistribution(json.StudentTDistribution.degreesOfFreedom[0], json.StudentTDistribution.nonCentralityParameter[0]);
} else if(json.StudentTDistribution.degreesOfFreedom != null) {
return new StudentTDistribution(json.StudentTDistribution.degreesOfFreedom[0]);
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
} else {
throw "Malformed JSON provided to DistributionBuilder " + json;
}
}
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment